INDIAN INSTITUTE OF TECHNOLOGY ROORKEE
EEC-104
Signals and Systems
Ramanuja Panigrahi
Module-1
Linear Time-Invariant Systems:
• Properties of linear, time–invariant systems
• Convolution,
• Interconnection of LTI systems,
• Zero- input response,
• Zero-state response,
• impulse response, and stability,
• systems represented by differential and difference equations.
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Two of the system properties, linearity and time invariance, play a fundamental role in
signal and system analysis for two major reasons.
• First, many physical processes possess these properties and thus can be modeled as linear time-
invariant (LTI) systems.
• LTI systems can be analyzed in considerable detail, providing both insight into their properties
and a set of powerful tools that form the core of signal and system analysis.
LTI systems are amenable to analysis because any such system possesses the superposition property
3
Discrete-Time Signals in Terms of Impulses
The key idea in visualizing how the discrete-time unit impulse can be
used to construct any discrete-time signal is to think of a discrete-
time signal as a sequence of individual impulses.
The signal x[n] can be represented as a sum of shifted and scaled
unit impulses.
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Discrete-Time Signals in Terms of Impulses
any arbitrary signal x[n] can be represented in terms of impulse components.
𝑥𝑛 = 𝑥[𝑘]𝛿[𝑛 − 𝑘]
This corresponds to the representation of an arbitrary sequence as a linear combination of shifted unit
impulses 𝛿[n- k], where the weights in this linear combination are x[k].
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Example: Write in terms of impulses.
x[n] = u[n],
𝑥𝑛 = 𝑥[𝑘]𝛿[𝑛 − 𝑘]
This is called the sifting property of the discrete-time unit impulse
Because the sequence 𝛿[n - k] is nonzero only when k = n, the summation on the right-hand side of
eq. "sifts" through the sequence of values x[k] and preserves only the value corresponding to k = n.
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Impulse Response of a System
The impulse response, or impulse response function (IRF), of a dynamic system is its output when
presented with an impulse (δ(t)).
x 𝑡 y 𝑡 =𝑇 𝑥 𝑡
T(.)
x 𝑡 =𝛿 𝑡 y 𝑡 =𝑇 𝛿 𝑡 = ℎ(𝑡)
T(.)
x𝑛 =𝛿 𝑛 y𝑛 =ℎ 𝑛
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Response of an LTI System to Arbitrary Input
if we can represent the input to an LTI system in terms of a linear combination of a set of basic signals, we
can then use superposition to compute the output of the system in terms of its responses to these basic
signals
x 𝑡 y 𝑡 =𝑇 𝑥 𝑡
T(.)
𝑘𝑛𝑜𝑤𝑛: ℎ(𝑡)
For example, if we can express the input x(t) as a weighted sum of impulses then we can determine the
response of the LTI system y(t) as the weighted sum of impulse responses.
Remember: Superposition
Ax1(t)+Bx2(t) Ay1(t)+By2(t)
For Linear systems, the output to linear combination of signals= linear combination of outputs
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Response of a linear system to an arbitrary input x[n]
More specifically, the response of a linear (but possibly time-varying) system to an arbitrary input x[n].
Step-1: We can represent the input x[n] through as a linear combination of shifted unit impulses.
Step-2: Let hk[n] denote the response of the linear system to the shifted unit impulse δ[n - k].
Step-3: Then, from the superposition property for a linear system, the response y[n] of the linear system to
the input x[n] is simply the weighted linear combination of these basic responses.
That is, with the input x[n] to a linear system the output y[n]
can be expressed as
yn = 𝑥 𝑘 ℎ [𝑛]
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Linear time-varying System
Linear time-varying
System
x[n]
linear system whose responses h-1 [n], h0 [n], and h1[n] to
the signals δ[n + 1], δ[n], and δ[n- 1], are known
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input
𝑥 𝑘 ℎ [𝑛]
𝑦𝑛 = 𝑥 𝑘 ℎ [𝑛]
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Convolution Sum
Thus, if we know the response of a linear system to the set of shifted unit impulses, we can construct the response to
an arbitrary input.
However, if the linear system is also time-invariant, then these responses to time-shifted unit impulses are all time-shifted
versions of each other.
Specifically, since δ[n- k] is a time-shifted version of δ[n], the response hk[n] is a time-shifted version of h 0 [n]; i.e.,
ℎ 𝑛 = ℎ [𝑛 − 𝑘]
If h[n] is the output of the LTI system when δ[n] is the input. Then, for any input x[n] the output y[n] is given
by
yn = 𝑥 𝑘 ℎ [𝑛] or y[n] = 𝑥 𝑘 ℎ[𝑛 − 𝑘]
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Discrete-Time Unit Impulse Response
The importance of the sifting property lies in the fact that it represents x[n] as a superposition of scaled
versions of a very simple set of elementary functions, namely, shifted unit impulses.
The response of a linear system to x[n] will be the superposition of the scaled responses of the system to
each of these shifted impulses.
the property of time invariance tells us that the responses of a time-invariant system to the time-shifted
unit impulses are simply time-shifted versions of one another.
The convolution-sum representation for discrete-time systems that are both linear and time-invariant
results from putting these two basic facts together.
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Convolution Sum
𝑦𝑛 = 𝑥 𝑘 ℎ[𝑛 − 𝑘]
This result is referred to as the convolution sum or superposition sum, and the operation on the right-
hand side of is known as the convolution of the sequences x[n] and h[n].
We will represent the operation of convolution symbolically as
𝑦[𝑛] = 𝑥[𝑛] ∗ ℎ[𝑛].
From this, we see that an LTI system is completely characterized by its response to a single signal,
namely, its response to the unit impulse
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Example
Consider an LTI system with impulse response h[n] and input x[n], as illustrated in Figure. Determine the output y[n].
𝑦𝑛 = 𝑥 𝑘 ℎ[𝑛 − 𝑘]
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Solution
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Example
Consider an LTI system with impulse response h[n] and input x[n], as illustrated in Figure. Determine the output y[0]
and y[1].
𝑦𝑛 = 𝑥 𝑘 ℎ[𝑛 − 𝑘]
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Evaluating the Convolution Sum
Evaluating the convolution sum operation involves the following four steps:
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Example
19
Example the signal h[n - k] (as a function of k
with n fixed)
• Sequences x[k] and h[n - k] are shown in Fig for n < 0 and n ≥
0.
• we see that for n < 0, x[k] and h[n - k ] do not overlap, while
for n ≥ 0, they overlap from k = 0 to k =n.
• Hence, for n < 0, y[n ] = 0. For n ≥ 0, we have
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1. From this figure, we note that for n < 0, there is no overlap
between the nonzero points in x[k] and h[n - k]. Thus, for n < 0,
𝑥 𝑘 ℎ 𝑛 − 𝑘 = 0 for all values of k. and hence, y[n] = 0, n < 0.
𝛼 𝑓𝑜𝑟 0 ≤ 𝑘 ≤ 𝑛
2. For n ≥0, 𝑥 𝑘 ℎ 𝑛 − 𝑘 =
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
=
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Continuous-Time Signals in Terms of Impulses
x 𝑡 y 𝑡 =𝑇 𝑥 𝑡
T(.)
𝑘𝑛𝑜𝑤𝑛: ℎ(𝑡)
In discrete time, the key to our developing the convolution sum was the sifting property of the discrete-
time unit impulse. That is the mathematical representation of a signal as the superposition of scaled and
shifted unit impulse functions.
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Continuous-Time Signals in Terms of Impulses
To develop the continuous-time counterpart of the discrete-time
sifting property in, we begin by considering a pulse or "staircase"
approximation, 𝑥(t), to a continuous-time signal x(t), as illustrated
in Figure
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1
𝛿 𝑡 = Δ ; 𝑓𝑜𝑟 0 ≤ Δ
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
then, since Δ𝛿 𝑡 has unit amplitude
𝑥 𝑡 = 𝑥(𝑘Δ)𝛿 𝑡 − 𝑘Δ Δ
As we let Δ approach 0, the approximation 𝑥 𝑡 becomes better and better, and in the limit equals x(t).
𝑥 𝑡 = lim 𝑥(𝑘Δ)𝛿 𝑡 − 𝑘Δ Δ
→
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𝑥 𝑡 = lim 𝑥(𝑘Δ)𝛿 𝑡 − 𝑘Δ Δ
→
Also, as Δ → 0, the summation approaches an integral.
𝑥(𝑘Δ)𝛿 𝑡 − 𝑘Δ 𝑥 𝑡 = 𝑥 𝜏 𝛿 𝑡 − 𝜏 𝑑𝜏
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Another Way
Note also that we could have derived the sifting property directly by
using several of the basic properties of the unit impulse
Evaluate ∫ 𝑥 𝜏 𝛿 𝑡 − 𝜏 𝑑𝜏 using properties of the Dirac delta function.
the signal 𝛿 𝑡 − 𝜏 (viewed as a function of 𝜏 with t fixed) is a unit
impulse located at 𝜏 = t.
Thus, the signal 𝑥 𝜏 𝛿 𝑡 − 𝜏 𝑑𝜏 (once again viewed as a function of 𝜏)
equals 𝑥 𝑡 𝛿 𝑡 − 𝜏 i.e., it is a scaled impulse at 𝜏 = t with an area
equal to the value of x(t).
Therefore,
𝑥 𝜏 𝛿 𝑡 − 𝜏 𝑑𝜏 = 𝑥 𝑡 𝛿 𝑡 − 𝜏 𝑑𝜏 = 𝑥 𝑡 𝛿 𝑡 − 𝜏 𝑑𝜏 = 𝑥 𝑡
Refer Slides 55-63 of Module-1_signals
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Response of CT LTI system to Arbitrary Input
x 𝑡 =𝛿 𝑡 y 𝑡 =𝑇 𝛿 𝑡 = ℎ(𝑡)
T(.)
x 𝑡 y 𝑡 =𝑇 𝑥 𝑡 𝑤𝑒𝑖𝑔ℎ𝑡𝑠 𝑠𝑖𝑔𝑛𝑎𝑙
𝑥 𝑡 = 𝑥 𝜏 𝛿 𝑡 − 𝜏 𝑑𝜏 y 𝑡 =𝑇 ∫ 𝑥 𝜏 𝛿 𝑡 − 𝜏 𝑑𝜏
For Linear systems, the output to linear combination
of signals= linear combination of outputs
y 𝑡 = 𝑥 𝜏 𝑇{𝛿 𝑡 − 𝜏 } 𝑑𝜏
For time invariant systems, if 𝛿 𝑡 ℎ 𝑡
𝛿 𝑡−𝜏 ℎ 𝑡−𝜏
y 𝑡 = 𝑥 𝜏 ℎ 𝑡 − 𝜏 𝑑𝜏
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Convolution Integral
y 𝑡 = 𝑥 𝜏 ℎ 𝑡 − 𝜏 𝑑𝜏
𝑦 𝑡 =𝑥 𝑡 ∗ℎ 𝑡
Convolution Integral corresponds to the representation of a continuous-time LTI system
in terms of its response to a unit impulse.
We see that an LTI system is completely characterized by its impulse response-i.e.,
by its response to a single elementary signal, the unit impulse δ(t).
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Procedure for Evaluation
• The procedure for evaluating the convolution integral is quite similar to that for its discrete-time counterpart,
the convolution sum.
• For any value of t, the output y(t) is a weighted integral of the input, where the weight on x(𝜏) is h(t- 𝜏).
• To evaluate this integral for a specific value of t, we first obtain the signal h(t- 𝜏) (regarded as a function of 𝜏
with t fixed) from h(𝜏) by a reflection about the origin.
• Apply a shift to the right by t if t > 0 or a shift to the left by ltl for t < 0.
• We next multiply together the signals x(𝜏) and h(t - 𝜏), and y(t) is obtained by integrating the resulting product
from 𝜏 = -∞ to ∞
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Let x(t) be the input to an LTI system with unit impulse response h(t), where
𝑥 𝑡 = 𝑒 𝑢 𝑡 ,𝑎 > 0
ℎ 𝑡 = 𝑢 𝑡
Determine the output y(t).
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Let y(t) denote the convolution of the following two signals:
𝑥(𝑡) = 𝑒 𝑢 − 𝑡 ,
ℎ(𝑡) = 𝑢 𝑡 − 3 .
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We first observe that these two signals have regions of nonzero
overlap, regardless of the value of t.
Case 1: when t- 3 ≤ 0, the product 𝑥 𝜏 ℎ 𝑡 − 𝜏 is nonzero for
−∞ < 𝜏 < 3 and the convolution integral becomes
𝑒 𝑑𝜏 = 0.5𝑒 ( )
Case 2: For t- 3 ≥ 0, the product 𝑥 𝜏 ℎ 𝑡 − 𝜏 is nonzero for
−∞ < 𝜏 < 0 and the convolution integral becomes
𝑒 𝑑𝜏 = 0.5
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Properties of the Convolution Sum
𝑦𝑛 = 𝑥 𝑘 ℎ[𝑛 − 𝑘] = 𝑥[𝑛] ∗ ℎ[𝑛].
y 𝑡 = 𝑥 𝜏 ℎ 𝑡 − 𝜏 𝑑𝜏 = 𝑥 𝑡 ∗ ℎ 𝑡
One consequence of these representations is that the characteristics of an LTI system are
completely determined by its impulse response.
It is important to emphasize that this property holds in general only for LTI systems
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The Commutative Property
A basic property of convolution in both continuous and
discrete time is that it is a commutative operation. Proof:
𝑥(𝑡) ∗ ℎ(𝑡) = ℎ(𝑡) ∗ 𝑥 𝑡
𝑥 𝑛 ∗ ℎ 𝑛 =ℎ 𝑛 ∗𝑥 𝑛
These expressions can be verified in a straightforward
manner by means of a substitution of variables
In specific cases, one of the two forms for computing
convolutions may be easier to visualize, but both forms always
result in the same answer.
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The Distributive Property
Another basic property of convolution is the distributive
property. Specifically, convolution distributes over addition
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37
The Associative Property
we can conclude that the impulse response of the
cascade of two LTI systems is the convolution of their
individual impulse responses
In contrast, the order in which nonlinear systems are cascaded cannot be changed
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LTI Systems with and without Memory
a system is memory-less if its output at any time depends only on the value of the input at that same
time
In particular, a continuous-time LTI system is memoryless if h(t) = 0 for t ≠0, and such a memoryless LTI
system has the form
𝑦 𝑡 = 𝐾𝑥 𝑡
For some constant K the impulse response
ℎ 𝑡 = 𝐾𝛿 𝑡
If h(t) ≠ 0 for t ≥0 then the system has memory
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Causality
The output of a causal system depends only on the present and past values of the input to the
system.
By using the convolution sum and integral, we can relate this property to a corresponding property of
the impulse response of an LTI system.
y 𝑡 = ℎ 𝜏 𝑥 𝑡 − 𝜏 𝑑𝜏
y 𝑡 = ℎ 𝜏 𝑥 𝑡 − 𝜏 𝑑𝜏
For Causal systems y(t) should depend only on 𝑥 𝑡 − 𝜏 for 𝜏>0
𝒉 𝒕 must be zero only for 𝒕 < 𝟎
What if ℎ 𝑡 is non zero for t< 0
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BIBO Stability
the system is stable if every bounded input produces a bounded output.
y 𝑡 = ℎ 𝜏 𝑥 𝑡 − 𝜏 𝑑𝜏
y 𝑡 = ℎ 𝜏 𝑥 𝑡 − 𝜏 𝑑𝜏 <∞
𝑥 𝑡 <∞
if lx(t)l < B
the system is stable if the impulse response is absolutely integrable, i.e.,
ℎ 𝜏 𝑑𝜏 < ∞
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Invertibility of LTI Systems
A system is said to be invertible if distinct inputs lead to
distinct outputs
if a system is invertible, then an inverse system exists that, when cascaded with the
original system, yields an output w[n] equal to the input x[n] to the first system
Determine if each of the following systems is invertible. If the system is
invertible, give the inverse system.
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Invertibility
The system with impulse response h1(T) is the inverse of the system with impulse
response h(t) if
𝒉(𝒕) ∗ 𝒉𝟏 (𝒕) = 𝜹(𝒕)
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Unit Step Response
There is another signal that is also used quite often in describing the behavior of LTI systems: the unit
step response s[n] or s(t), corresponding to the output when x[n] =u[n] or x(t) = u(t).
the step response s(t) can be obtained by integrating the impulse response h(t)
the impulse response h(t) can be determined by differentiating the step response s(t)
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Causal LTI Systems Described by Differential Eqn
An extremely important class of continuous-time systems is that for which the input and output are
related through a linear constant-coefficient differential equation.
For LTIC systems, the input x(t) and the output y(t) are related by linear differential equations of the
form
Correspondingly, an important class of discrete-time systems is that for which the input and output are related
through a linear constant-coefficient difference equation.
45
A very important point about differential equations. is that they provide an implicit specification of the
system. That is, they describe a relationship between the input and the output, rather than an explicit
expression for the system output as a function of the input.
𝑑𝑦 𝑡
+ 2𝑦 𝑡 = 𝑥 𝑡
𝑑𝑡
For example, to determine the speed of an automobile at the end of a 10-second interval when it
has been subjected to a constant acceleration of 1 m/sec 2 for 10 seconds, we would also need to
know how fast the vehicle was moving at the start of the interval.
More generally, to solve a differential equation, we must specify one or more auxiliary conditions, and once
these are specified, we can then, in principle, obtain an explicit expression for the output in terms of the input.
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For Linear differential equations, its response can be expressed as the sum of two components: the
zero-input response and the zero-state response (decomposition property). Therefore,
𝐭𝐨𝐭𝐚𝐥 𝐫𝐞𝐬𝐩𝐨𝐧𝐬𝐞 = 𝐳𝐞𝐫𝐨 − 𝐢𝐧𝐩𝐮𝐭 𝐫𝐞𝐬𝐩𝐨𝐧𝐬𝐞 + 𝐳𝐞𝐫𝐨 − 𝐬𝐭𝐚𝐭𝐞 𝐫𝐞𝐬𝐩𝐨𝐧𝐬𝐞
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𝑆𝑜𝑙𝑣𝑒 𝑑𝑦 𝑡
+ 2𝑦 𝑡 = 𝑥 𝑡 𝐹𝑜𝑟 𝑥 𝑡 = 𝐾𝑒 u(t),
𝑑𝑡
Zero-input response /Homogeneous solution Zero state response/ particular solution
A common method for finding the particular solution for an
𝑑𝑦 𝑡
+ 2𝑦 𝑡 = 0 exponential input signal is to look for a so-called forced
𝑑𝑡 response-i.e., a signal of the same form as the input.
𝑦 𝑡 = 𝑌𝑒
48
𝑆𝑜𝑙𝑣𝑒 𝑑𝑦 𝑡
+ 2𝑦 𝑡 = 𝑥 𝑡 𝐹𝑜𝑟 𝑥 𝑡 = 𝐾𝑒 u(t),
𝑑𝑡
𝐭𝐨𝐭𝐚𝐥 𝐫𝐞𝐬𝐩𝐨𝐧𝐬𝐞 = 𝐳𝐞𝐫𝐨 − 𝐢𝐧𝐩𝐮𝐭 𝐫𝐞𝐬𝐩𝐨𝐧𝐬𝐞 + 𝐳𝐞𝐫𝐨 − 𝐬𝐭𝐚𝐭𝐞 𝐫𝐞𝐬𝐩𝐨𝐧𝐬𝐞
𝐾
𝟐𝒕 𝑒
𝑪𝒆 5
As noted earlier, the differential equation by itself does not specify uniquely the response y(t) to the input
x(t). In particular, the constant C has not yet been determined.
y(t) = 0 for t < 0
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An equation of this type can be solved in a manner exactly analogous to that of differential
equations. Specifically, the solution y[n] can be written as the sum of a particular solution and
a solution to the homogeneous equation with input set to zero.
As in the continuous-time case, does not completely specify the output in terms of the input.
To do this, we must also specify some auxiliary conditions. While there are many possible
choices for auxiliary conditions, leading to different input-output relationships, with initial
rest, the system described is LTI and causal.
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Recursive Formulation
An alternate and simpler approach is available for the solution of difference equations.
Rearranging
We get
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1
𝑆𝑜𝑙𝑣𝑒 𝑦 𝑛 − 𝑦 𝑛−1 =𝑥 𝑛 𝑥 𝑛 = 𝐾𝛿 𝑛
2
since x[ n] = 0 for n < 0, the condition of initial rest implies that y[ n] = 0 for n <0
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